+153.5%
FLEX vs ILMN
+1,331.5%
-1,178.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -11.7% |
| 7D | -28.3% | -28.3% | 0.0% | -22.4% |
| 30D | -45.0% | -24.0% | -21.1% | -41.2% |
| 3M | -45.2% | +4.1% | -49.3% | -46.0% |
| 6M | -30.8% | +49.6% | -80.4% | -37.3% |
| YTD | +10.4% | +58.6% | -48.1% | -2.2% |
| 1Y | +2.3% | +69.9% | -67.6% | -10.9% |
| 3Y | +238.9% | +82.9% | +156.0% | +178.9% |
| 5Y | +386.0% | -47.6% | +433.6% | +415.5% |
| 10Y | +551.1% | +58.8% | +492.3% | +426.0% |
| All | +153.5% | +1,331.5% | -1,178.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling